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Télécharger le livre : Fractional Brownian Motion
Oksana Banna , Yuliya Mishura , Kostiantyn Ralchenko , Sergiy Shklyar
Fractional Brownian Motion
This monograph studies the relationships between fractional Brownian motion (fBm) and other processes of more simple form. In particular, this book solves the problem of the projection of fBm onto the space of Gaussian martingales that can be represented as Wiener...
Editeur : Wiley-ISTE
Parution : 2019-04-10

Format(s) : PDF, ePub
163,47 €
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Télécharger le livre : Parameter Estimation in Fractional Diffusion Models
Kestutis Kubilius , Yuliya Mishura , Kostiantyn Ralchenko
Parameter Estimation in Fractional Diffusion Models
This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. For many years now, standard Brownian motion has been (and still remains) a popular model of randomness used to investigate processes in the...
Editeur : Springer
Parution : 2018-01-04
Collection : Bocconi & Springer Series
Format(s) : PDF
126,59 €
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